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*008020429s1998    xxu           000 u eng d
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*019  $bl
*035  $a(EXLNZ-47BIBSYS_NETWORK)990209866534702201
*035  $a(NO-LaBS)14024059(bibid)
*035  $a(NO-TrBIB)020986653
*035  $a020986653-47bibsys_network
*040  $aNO-TrBIB$bnob$ekatreg
*24500$aLAPM :$ba liquidity-based asset pricing model
*260  $aCambridge, Mass.$bNBER$c1998
*300  $a71,[1] s.
*4901 $aNBER working paper series$v6673
*7001 $aHolmström, Bengt$_72232800
*7001 $aTirole, Jean$_76820500
*7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800
*7760 $tLAPM : a liquidity-based asset pricing model$w991308382254702201
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v6673$w999105437124702201$_13074900
*901  $a60
*999  $aoai:nb.bibsys.no:990209866534702202$b2021-11-14T20:53:31Z$z990209866534702202
^